+114.0%
GLD vs ROIV
+248.8%
-134.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +0.9% |
| 7D | +1.9% | -2.4% | +4.3% | +1.9% |
| 30D | -1.8% | +3.1% | -4.8% | -1.9% |
| 3M | -3.6% | +5.8% | -9.5% | -3.8% |
| 6M | -10.2% | +29.3% | -39.5% | -10.9% |
| YTD | -5.3% | +68.8% | -74.0% | -6.5% |
| 1Y | +2.5% | +81.0% | -78.6% | +1.0% |
| 3Y | +103.2% | +294.6% | -191.4% | +98.1% |
| 5Y | +121.1% | +373.1% | -252.0% | +113.5% |
| All | +114.0% | +248.8% | -134.8% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling